+417.4%
WDC vs SPYM
+20.9%
+396.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +7.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.2% |
| 30D | -10.0% | +0.1% | -10.0% | -10.4% |
| 3M | -18.8% | +2.0% | -20.8% | -22.7% |
| 6M | +79.0% | +13.1% | +66.0% | +28.8% |
| YTD | +171.6% | +13.6% | +157.9% | +93.9% |
| 1Y | +417.4% | +20.1% | +397.3% | +208.0% |
| All | +417.4% | +20.9% | +396.4% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling